## TradeStation

Product Name: SDB Strategy Matrix

RADARSCREEN REQUIRED

Price: (USD per month) $99

Free Trial: Available for 10 Days

Note: Our descriptions are a factual summary of our product and how it works.

Detailed Description

Overview:

The application generates trading strategy signals for 23 technical analysis focused strategies. Strategies are programmed to change sign from positive (Long Signal) to negative (Short Signal), when conditions for each underlying strategy are met. The Strategy Matrix app updates regularly with new strategy signals as strategy conditions are met. Strategy signals are meant to match (as closely as possible), the same underlying strategies found on the TradeStation platform in the strategy library. See strategy code list below.

Net strategy signal results are published that may be interpreted as a sort of “voting system”.

All 23 strategies are currently programmed to hold positions overnight and the strategy signals that are generated are unencumbered by any additional calculations. Please see the pseudo code used at the end of this document.

Strategies were written to match strategies of the same name, found within the TradeStation strategy library. Every effort has been made so that the Strategy Matrix strategies fire at approximately the same time as would the TradeStation strategy (given the ability to match setups and settings identically), but there are no guarantees that you will be able to achieve this result.

Capabilities

Strategy Matrix dynamically updates with new strategy signals in real-time, when real-time data is available; the application functions best when used with “Update tick-by-tick” turned On. Simulated or Real-time accounts may be used as well.

In RadarScreen, edit the symbol or symbol’s intervals as desired. Some signals may not function well, when using market data below 1 tick. Please use common sense. The Gap strategy for example, was historically intended to be used to trade opening gaps in price on D,W,M bar intervals. Attempting to use bar intervals sub- 1- minute may generate erroneous signals. Please understand the relationship between the underlying strategy and the bar interval you are monitoring signals for in advance.

Key Features

------------------

**Tight User Interface sporting 23 Technical Strategies

**Summing and Voting System

**Multi Asset-Class - Forex, Futures, Stocks

**Multi Bar Interval – Intra-Day, EOD

**Runs in delayed or real-time

**No inputs, nothing to learn

Special Features

-----------------------

**Simple Voting System

**Netting Across the Columns

**Summing Down the Rows

**SM_Vote column contains a value that is equal to the Net of all 23 strategy’s Long and Short positions, and may be used as a voting indicator.

---------------------------------------------------------------------------------------------------------------------------------------

Strategy List:

1=MACD

2=ConsecUpsDwns

3=Gap Up Down

4=Inside Bar

5=Key Reversal

6=MA Cross

7=MA2 Cross

8=MA3 Cross

9=OutsideBar

10=PercentR

11=PivotExt

12=RSI

13=Stochastic

14=Keltner Channel

15=Bollinger Band

16=Momentum

17=Parabolic

18=PivotRev

19=PriceChannel

20=VoltyExpan

21=VoltyExpan Close

22=ChanBreakout

23=New Highs Lows

Strategy Code:

MACD

1=MACD LE,SE A Long or Short entry based on a MACD crossover. FastLength=12, SlowLength="26," MACDLength="9.

CONSEC

2=ConsecUpsDwns LE, SE A Long entry is based on a number of consecutive closes greater than the previous. A short entry is based on a number of consective closes less than the previous. ConsecutiveUps=3, ConsecutiveDns="3.

GAP

3=Gap Up Down LE, SE A Long entry is based on the occurrence of a Gap Up (if the current low price is higher than the previous bars high.) A Short entry is based on the occurrence of a Gap Down (if the current high price is lower than the previous bars low.)

INSIDE BAR

4=Inside Bar LE, SE A Long entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is greater than the Open.) A Short entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is less than the Open.)

KEY REVERSAL

5=Key Reversal LE, SE A Long entry based on a Key Reversal bar (a new low and a higher close than the previous bar.) A Short entry based on a Key Reversal bar (a new high and a lower close than the previous bar.) Length="1

MA CROSS

6=MA Cross LE, SE A Long entry based on prices being above a moving average for a consecutive number of bars. A Short entry based on prices being below a moving average for a consecutive number of bars. Price="Close," Length="9," ConfirmBars="1.

MA CROSS 2 LINES

7=MA2 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="9," SlowLength="18.

MA CROSS 3 LINES

8=MA3 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="4," MedLength =9, SlowLength="18.

OUTSIDE BAR

9=OutsideBar LE, SE A Long entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is greater than the Open.) Short entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is less than the Open.)

PERCENT R

10=PercentR LE, SE A Long entry based on the calculation of PercentR. A Short Long entry based on the calculation of PercentR. Length=14, OverSold="20," OverBought="80," Trigger="62.

PIVOT

11=PivotExt LE, SE A Long entry based on the occurrence of a low pivot point (a bar that is preceded by LeftStrength (Input) number of higher Price values and followed by RightStrength (Input) number of higher Price values.) A Short entry based on the occurrence of a high pivot pointa bar that is preceded by LeftStrength (Input) number of lower Price values and followed by RightStrength (Input) number of lower Price values. Price="High" or Low, LeftStrength="4," RightStrength="2.

RSI

12=RSI LE, SE A Long entry based on an RSI calculation. A Short entry based on an RSI calculation. Price=Close, Lenght="14," OverBought="70," OverSold="30.

STOCHS

13=Stochastic LE, SE A Long entry based on the crossover of Stochastic lines. A Short entry based on the crossover of Stochastic lines.

KELTNER

14=Keltner Channel LE, SE A Long entry based on prices crossing the upper Keltner Channel band. A Short entry based on prices crossing the lower Keltner Channel band. Price=Close, Length="20," NumATRs="1.5.

BOLLINGER

15=Bollinger Band LE, SE A Long entry is based on the highprice crossing below the upper Bollinger Band. A Short entry is based on the low price crossing above the lower Bollinger Band. BollingerPrice=Close, TestPriceUBand="Close," Length="20," NumDevsUp="2," NumDevsDn="2.

MOMENTUM

16=Momentum LE, SE A Long entry is based on a rising momentum calculation. A Short entry is based on a declining momentum calculation. Price=Close, Length="12.

PARABOLIC

17=Parabolic LE, SE A Long entry based on the value of the Parabolic calculation. Short entry based on the value of the Parabolic calculation. AFStep(.02), AFLimit(.2).

PIVOT REV

18=PivotRev LE, SE A Long entry based on a breakout of a pivot high point. (A high pivot bar (or a swing high) is a bar that is preceded and followed by lower highs.) A Short entry based on a breakout of a pivot low point. (A low pivot bar (or a swing low) is a bar that is preceded and followed by higher lows.) Strength=4.

PRICE CHANNEL

19=PriceChannel LE, SE A Long entry based on price crossing above a price channel. A Short entry based on price crossing below a price channel.Length=20.

VOLTY EXPAN OPEN

20=VoltyExpan Open LE, SE A Long entry based on price movement beyond the average range. A Short entry based on price movement beyond the average range. (At the open of the next bar plus or minus NumRanges (Input) times the average of the range.) Length=4, NumRanges="1.2.

VOLTY EXPAN CLOSE

21=VoltyExpan Close LE, SE A Long entry based on a percentage of price movement beyond the average range. A Short entry based on a percentage of price movement beyond the average range. (At a percentage of the average true range above or below the current close.) Length=5, NumATRs=".75.

CHANNEL BREAKOUT

22=Channel Breakout LE, SE A Long entry based on a breakout above the high of the last 20 bars. A Short entry based on a breakout below the low of the last 20 bars. Price = High Pricee = Low, Length="20.

NEW HIGH LOW

23=NewHighLow LE, SE A Long entry based on a new high for the specified time period. A Short entry based on a new low for the specified time period.

**Please note, that due to some of the entry and or exit conditions required to generate signals that approximately match the underlying strategies within the TradeStation strategy library, bar intervals sub 1 minute or bar types other than OHLC may not produce the desired output.

RADARSCREEN REQUIRED

Price: (USD per month) $99

Free Trial: Available for 10 Days

Note: Our descriptions are a factual summary of our product and how it works.

Detailed Description

Overview:

The application generates trading strategy signals for 23 technical analysis focused strategies. Strategies are programmed to change sign from positive (Long Signal) to negative (Short Signal), when conditions for each underlying strategy are met. The Strategy Matrix app updates regularly with new strategy signals as strategy conditions are met. Strategy signals are meant to match (as closely as possible), the same underlying strategies found on the TradeStation platform in the strategy library. See strategy code list below.

Net strategy signal results are published that may be interpreted as a sort of “voting system”.

All 23 strategies are currently programmed to hold positions overnight and the strategy signals that are generated are unencumbered by any additional calculations. Please see the pseudo code used at the end of this document.

Strategies were written to match strategies of the same name, found within the TradeStation strategy library. Every effort has been made so that the Strategy Matrix strategies fire at approximately the same time as would the TradeStation strategy (given the ability to match setups and settings identically), but there are no guarantees that you will be able to achieve this result.

Capabilities

Strategy Matrix dynamically updates with new strategy signals in real-time, when real-time data is available; the application functions best when used with “Update tick-by-tick” turned On. Simulated or Real-time accounts may be used as well.

In RadarScreen, edit the symbol or symbol’s intervals as desired. Some signals may not function well, when using market data below 1 tick. Please use common sense. The Gap strategy for example, was historically intended to be used to trade opening gaps in price on D,W,M bar intervals. Attempting to use bar intervals sub- 1- minute may generate erroneous signals. Please understand the relationship between the underlying strategy and the bar interval you are monitoring signals for in advance.

Key Features

------------------

**Tight User Interface sporting 23 Technical Strategies

**Summing and Voting System

**Multi Asset-Class - Forex, Futures, Stocks

**Multi Bar Interval – Intra-Day, EOD

**Runs in delayed or real-time

**No inputs, nothing to learn

Special Features

-----------------------

**Simple Voting System

**Netting Across the Columns

**Summing Down the Rows

**SM_Vote column contains a value that is equal to the Net of all 23 strategy’s Long and Short positions, and may be used as a voting indicator.

---------------------------------------------------------------------------------------------------------------------------------------

Strategy List:

1=MACD

2=ConsecUpsDwns

3=Gap Up Down

4=Inside Bar

5=Key Reversal

6=MA Cross

7=MA2 Cross

8=MA3 Cross

9=OutsideBar

10=PercentR

11=PivotExt

12=RSI

13=Stochastic

14=Keltner Channel

15=Bollinger Band

16=Momentum

17=Parabolic

18=PivotRev

19=PriceChannel

20=VoltyExpan

21=VoltyExpan Close

22=ChanBreakout

23=New Highs Lows

Strategy Code:

MACD

1=MACD LE,SE A Long or Short entry based on a MACD crossover. FastLength=12, SlowLength="26," MACDLength="9.

CONSEC

2=ConsecUpsDwns LE, SE A Long entry is based on a number of consecutive closes greater than the previous. A short entry is based on a number of consective closes less than the previous. ConsecutiveUps=3, ConsecutiveDns="3.

GAP

3=Gap Up Down LE, SE A Long entry is based on the occurrence of a Gap Up (if the current low price is higher than the previous bars high.) A Short entry is based on the occurrence of a Gap Down (if the current high price is lower than the previous bars low.)

INSIDE BAR

4=Inside Bar LE, SE A Long entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is greater than the Open.) A Short entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is less than the Open.)

KEY REVERSAL

5=Key Reversal LE, SE A Long entry based on a Key Reversal bar (a new low and a higher close than the previous bar.) A Short entry based on a Key Reversal bar (a new high and a lower close than the previous bar.) Length="1

MA CROSS

6=MA Cross LE, SE A Long entry based on prices being above a moving average for a consecutive number of bars. A Short entry based on prices being below a moving average for a consecutive number of bars. Price="Close," Length="9," ConfirmBars="1.

MA CROSS 2 LINES

7=MA2 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="9," SlowLength="18.

MA CROSS 3 LINES

8=MA3 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="4," MedLength =9, SlowLength="18.

OUTSIDE BAR

9=OutsideBar LE, SE A Long entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is greater than the Open.) Short entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is less than the Open.)

PERCENT R

10=PercentR LE, SE A Long entry based on the calculation of PercentR. A Short Long entry based on the calculation of PercentR. Length=14, OverSold="20," OverBought="80," Trigger="62.

PIVOT

11=PivotExt LE, SE A Long entry based on the occurrence of a low pivot point (a bar that is preceded by LeftStrength (Input) number of higher Price values and followed by RightStrength (Input) number of higher Price values.) A Short entry based on the occurrence of a high pivot pointa bar that is preceded by LeftStrength (Input) number of lower Price values and followed by RightStrength (Input) number of lower Price values. Price="High" or Low, LeftStrength="4," RightStrength="2.

RSI

12=RSI LE, SE A Long entry based on an RSI calculation. A Short entry based on an RSI calculation. Price=Close, Lenght="14," OverBought="70," OverSold="30.

STOCHS

13=Stochastic LE, SE A Long entry based on the crossover of Stochastic lines. A Short entry based on the crossover of Stochastic lines.

KELTNER

14=Keltner Channel LE, SE A Long entry based on prices crossing the upper Keltner Channel band. A Short entry based on prices crossing the lower Keltner Channel band. Price=Close, Length="20," NumATRs="1.5.

BOLLINGER

15=Bollinger Band LE, SE A Long entry is based on the highprice crossing below the upper Bollinger Band. A Short entry is based on the low price crossing above the lower Bollinger Band. BollingerPrice=Close, TestPriceUBand="Close," Length="20," NumDevsUp="2," NumDevsDn="2.

MOMENTUM

16=Momentum LE, SE A Long entry is based on a rising momentum calculation. A Short entry is based on a declining momentum calculation. Price=Close, Length="12.

PARABOLIC

17=Parabolic LE, SE A Long entry based on the value of the Parabolic calculation. Short entry based on the value of the Parabolic calculation. AFStep(.02), AFLimit(.2).

PIVOT REV

18=PivotRev LE, SE A Long entry based on a breakout of a pivot high point. (A high pivot bar (or a swing high) is a bar that is preceded and followed by lower highs.) A Short entry based on a breakout of a pivot low point. (A low pivot bar (or a swing low) is a bar that is preceded and followed by higher lows.) Strength=4.

PRICE CHANNEL

19=PriceChannel LE, SE A Long entry based on price crossing above a price channel. A Short entry based on price crossing below a price channel.Length=20.

VOLTY EXPAN OPEN

20=VoltyExpan Open LE, SE A Long entry based on price movement beyond the average range. A Short entry based on price movement beyond the average range. (At the open of the next bar plus or minus NumRanges (Input) times the average of the range.) Length=4, NumRanges="1.2.

VOLTY EXPAN CLOSE

21=VoltyExpan Close LE, SE A Long entry based on a percentage of price movement beyond the average range. A Short entry based on a percentage of price movement beyond the average range. (At a percentage of the average true range above or below the current close.) Length=5, NumATRs=".75.

CHANNEL BREAKOUT

22=Channel Breakout LE, SE A Long entry based on a breakout above the high of the last 20 bars. A Short entry based on a breakout below the low of the last 20 bars. Price = High Pricee = Low, Length="20.

NEW HIGH LOW

23=NewHighLow LE, SE A Long entry based on a new high for the specified time period. A Short entry based on a new low for the specified time period.

**Please note, that due to some of the entry and or exit conditions required to generate signals that approximately match the underlying strategies within the TradeStation strategy library, bar intervals sub 1 minute or bar types other than OHLC may not produce the desired output.

**Product Document Here**